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Market Risk Analyst

Company: Federal Home Loan Bank of Des Moines
Location: Des Moines
Posted on: November 26, 2022

Job Description:

  • Assist with the maintenance and upgrade of the Bank's risk management systems such as QRM and Principia.
  • Assist with reporting and validating FAS 115 and 133 prices and following up with vendors about price abnormalities.
  • Assist with the month-end valuation of the Bank's balance sheet including daily QRM market download and generating risk reports.
  • Assist with running long term income for the Bank and generating reports for analysis and attribution.
  • Support the preparation of Market Risk Committee (MRC), Enterprise Risk Committee (ERC), Board, Compliance reports and other reports related to the Bank's market risk exposure.
  • Perform daily Mortgage Partnership Finance (MPF) mortgage whole loan pricing and QRM market preparation.
  • Prepare reports for the monthly valuation discussion including investment price changes, hedge effectiveness results and market changes.
  • Provide support for ad hoc analysis related to the Bank's market risk exposures and testing and validation of data related to Bank-wide projects.
  • Comply with internal controls and regulations.Qualifications:
    • 1+ years of experience in financial analysis dealing with complex financial instruments and derivatives.
    • Strong analytical and computer skills in Excel, PowerPoint, Word and relational databases such as SQL and Access; programming skills preferred.
    • Ability to work in a team environment and to collaborate with internal staff.
    • Strong oral and written communication skills.
    • Master's Degree in Finance, Economics, Mathematics, Statistics or other quantitative or computing field.

Keywords: Federal Home Loan Bank of Des Moines, Des Moines , Market Risk Analyst, Professions , Des Moines, Iowa

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